A MARKET-NEUTRAL (dollar-neutral) CROSS-SECTIONAL SHORT-TERM REVERSAL strategy across a deliberately DISPERSED basket of ~12 liquid Binance USD-M perpetuals spanning multiple sectors and betas. This is the analyst's explicit, repeated recommendation implemented directly: 'cross-sectional REVERSAL (long bottom-k, short top-k) which benefits from mean-reverting spreads in the current chop regime... use a more dispersed universe (include lower-beta/uncorrelated names) so the rank spread carries real signal.' Every 2 days, rank each basket member by its trailing 3-day return; go LONG the bottom-K (recent relative LOSERS, which bounce) and SHORT the top-K (recent relative WINNERS, which give back), equal dollar weight per leg so the book is beta/dollar-neutral. CRITICAL DESIGN NOTES separating this from the closed families and recent failures: (1) it is the SIGN-FLIP of cross-sectional/absolute MOMENTUM, which the session declared dead on majors — short-term reversal is the regime-appropriate factor in the current 2025-26 mean-reverting chop; (2) it is PURE OHLCV — it uses NO supplementary data, deliberately avoiding the multi-year coverage holes in taker_ratio / open_interest that fragmented the backtests and made walk-forward degenerate for the signal-gated trend family (funding/OI/taker); (3) the universe is DISPERSED by construction (majors + L1s + L2s + DeFi + meme + payments) so the long-loser/short-winner rank spread carries real idiosyncratic signal rather than collapsing to tightened-major-correlation noise (the failure mode of the momentum baskets); (4) each leg is a DIFFERENT asset with genuine, non-cancelling relative price PnL the engine credits — not a same-asset basis/carry trade; (5) it rebalances every 2 days across 12 names, so every walk-forward OOS window is DENSELY populated — structurally immune to the event-sparsity / OOS-empty signature that killed the drawdown-accumulation class; (6) NOT cross-venue / HYPERLIQUID, NOT COIN-M, NOT ETH/BTC-ratio (exhausted), NOT single-symbol RSI MR. Intentionally minimal: 3 tunables (reversal_lookback, rebalance_days, basket_fraction).